Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/49178 
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dc.contributor.authorBogdan, Sinisaen
dc.contributor.authorBaresa, Suzanaen
dc.contributor.authorIvanovic, Sasaen
dc.date.accessioned2011-08-16-
dc.date.accessioned2011-09-05T12:42:01Z-
dc.date.available2011-09-05T12:42:01Z-
dc.date.issued2010-
dc.identifier.citation|aUTMS Journal of Economics|c1857-6982|v1|h1|nUniversity of Tourism and Management|lSkopje|y2010|p39-52en
dc.identifier.urihttp://hdl.handle.net/10419/49178-
dc.description.abstractIn this paper we analyze the portfolio that was selected from the Zagreb Stock Exchange and also try to assess its risks and its future offerings that are relevant in making the decisions about investments. Through the work we will explain the importance of diversification and how the very diversification reduces risk. We will also analyze the systemic risk of individual stocks within the portfolio and the systemic risk of the given portfolio and explain its importance. Through regression analysis we will analyze the securities with the highest and lowest systemic risk and will clarify the results. At the end we will explain the correlation in the selected portfolio and point out the importance of the correlation and diversification itself.en
dc.language.isoengen
dc.publisher|aUniversity of Tourism and Management |cSkopjeen
dc.subject.ddc330en
dc.subject.keywordportfolioen
dc.subject.keyworddiversificationen
dc.subject.keywordsystemic risken
dc.subject.keywordbetaen
dc.subject.keywordregression analysisen
dc.titlePortfolio analysis based on the example of Zagreb Stock Exchange-
dc.typeArticleen
dc.identifier.ppn666057265en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
econstor.citation.journaltitleUTMS Journal of Economicsen
econstor.citation.issn1857-6982en
econstor.citation.volume1en
econstor.citation.issue1en
econstor.citation.publisherUniversity of Tourism and Managementen
econstor.citation.publisherplaceSkopjeen
econstor.citation.year2010en
econstor.citation.startpage39en
econstor.citation.endpage52en

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